Pages that link to "Item:Q647179"

The following pages link to Subset ARMA selection via the adaptive Lasso (Q647179):

Displaying 12 items.

• Modeling financial durations using penalized estimating functions (Q1615270) (← links)
• Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes (Q1659166) (← links)
• A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
• Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
• The LASSO Method for Bilinear Time Series Models (Q3178511) (← links)
• The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
• Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
• Oracle model selection for correlated data via residuals (Q5076884) (← links)
• (Q5091892) (← links)
• Model selection for time series with nonlinear trend (Q5104523) (← links)
• On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes (Q6541944) (← links)
• On stochastic dynamic modeling of incidence data (Q6590285) (← links)